Access Statistics for Heejoon Han

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 1 2 2 322
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 3 3 6 9
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 0 4 4 222
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 0 66 15 20 25 233
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 1 3 71
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 2 3 5 102
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 3 6 13
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 1 2 2 125
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Total Working Papers 0 0 0 454 23 38 55 1,593

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 0 0 0 27 0 1 2 83
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 0 2 4 145
Asymptotic Properties of GARCH-X Processes 0 0 2 25 0 0 4 66
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 4 75 1 6 17 227
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 0 1 6 78
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 1 3 7 71
Effects of the US stock market return and volatility on the VKOSPI 0 1 1 8 11 19 25 101
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 1 3 5 0 2 11 19
GARCH with omitted persistent covariate 0 0 0 7 1 2 2 43
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 1 1 28 1 8 9 105
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 1 4 5 27 2 7 19 73
Non‐stationary non‐parametric volatility model 0 0 0 0 2 3 4 51
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 2 2 5 69
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 2 8 120 8 19 41 456
The tail behavior of safe haven currencies: A cross-quantilogram analysis 1 2 2 19 2 8 14 67
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 1 4 218
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 1 8 0 1 4 36
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 1 14 1 2 8 74
Total Journal Articles 2 11 29 491 33 87 186 1,982

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Statistics updated 2025-12-06